+155.2%
W vs QSR
+135.2%
+20.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | -0.9% | -4.0% | +3.1% | +2.4% |
| 30D | -4.2% | +2.8% | -7.0% | -6.7% |
| 3M | +26.9% | +5.1% | +21.8% | +21.2% |
| 6M | +31.2% | +8.8% | +22.4% | +20.4% |
| YTD | -1.8% | +14.8% | -16.7% | -14.4% |
| 1Y | +9.3% | +25.7% | -16.4% | -12.3% |
| 3Y | +33.2% | +27.5% | +5.7% | +3.8% |
| 5Y | -62.4% | +41.3% | -103.7% | -72.8% |
| All | +155.2% | +135.2% | +20.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling